Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
3,327.0 |
3,380.0 |
53.0 |
1.6% |
3,459.0 |
High |
3,386.0 |
3,420.0 |
34.0 |
1.0% |
3,480.0 |
Low |
3,320.0 |
3,373.0 |
53.0 |
1.6% |
3,312.0 |
Close |
3,377.0 |
3,415.0 |
38.0 |
1.1% |
3,324.0 |
Range |
66.0 |
47.0 |
-19.0 |
-28.8% |
168.0 |
ATR |
59.5 |
58.6 |
-0.9 |
-1.5% |
0.0 |
Volume |
1,413,587 |
1,625,613 |
212,026 |
15.0% |
6,029,851 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,543.7 |
3,526.3 |
3,440.9 |
|
R3 |
3,496.7 |
3,479.3 |
3,427.9 |
|
R2 |
3,449.7 |
3,449.7 |
3,423.6 |
|
R1 |
3,432.3 |
3,432.3 |
3,419.3 |
3,441.0 |
PP |
3,402.7 |
3,402.7 |
3,402.7 |
3,407.0 |
S1 |
3,385.3 |
3,385.3 |
3,410.7 |
3,394.0 |
S2 |
3,355.7 |
3,355.7 |
3,406.4 |
|
S3 |
3,308.7 |
3,338.3 |
3,402.1 |
|
S4 |
3,261.7 |
3,291.3 |
3,389.2 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,876.0 |
3,768.0 |
3,416.4 |
|
R3 |
3,708.0 |
3,600.0 |
3,370.2 |
|
R2 |
3,540.0 |
3,540.0 |
3,354.8 |
|
R1 |
3,432.0 |
3,432.0 |
3,339.4 |
3,402.0 |
PP |
3,372.0 |
3,372.0 |
3,372.0 |
3,357.0 |
S1 |
3,264.0 |
3,264.0 |
3,308.6 |
3,234.0 |
S2 |
3,204.0 |
3,204.0 |
3,293.2 |
|
S3 |
3,036.0 |
3,096.0 |
3,277.8 |
|
S4 |
2,868.0 |
2,928.0 |
3,231.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,420.0 |
3,289.0 |
131.0 |
3.8% |
59.6 |
1.7% |
96% |
True |
False |
1,410,553 |
10 |
3,480.0 |
3,289.0 |
191.0 |
5.6% |
53.3 |
1.6% |
66% |
False |
False |
1,223,717 |
20 |
3,480.0 |
3,256.0 |
224.0 |
6.6% |
56.7 |
1.7% |
71% |
False |
False |
1,319,301 |
40 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
53.6 |
1.6% |
37% |
False |
False |
1,254,143 |
60 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
47.3 |
1.4% |
37% |
False |
False |
1,118,726 |
80 |
3,681.0 |
3,256.0 |
425.0 |
12.4% |
44.4 |
1.3% |
37% |
False |
False |
856,453 |
100 |
3,689.0 |
3,256.0 |
433.0 |
12.7% |
41.0 |
1.2% |
37% |
False |
False |
685,999 |
120 |
3,689.0 |
3,256.0 |
433.0 |
12.7% |
37.2 |
1.1% |
37% |
False |
False |
572,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.8 |
2.618 |
3,543.0 |
1.618 |
3,496.0 |
1.000 |
3,467.0 |
0.618 |
3,449.0 |
HIGH |
3,420.0 |
0.618 |
3,402.0 |
0.500 |
3,396.5 |
0.382 |
3,391.0 |
LOW |
3,373.0 |
0.618 |
3,344.0 |
1.000 |
3,326.0 |
1.618 |
3,297.0 |
2.618 |
3,250.0 |
4.250 |
3,173.3 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
3,408.8 |
3,400.0 |
PP |
3,402.7 |
3,385.0 |
S1 |
3,396.5 |
3,370.0 |
|